+2,798.6%
AVGO vs EL
+60.4%
+2,738.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +6.1% |
| 7D | +25.0% | +2.7% | +22.3% | +23.9% |
| 30D | +2.0% | +10.8% | -8.8% | -1.6% |
| 3M | -12.3% | +26.5% | -38.7% | -19.9% |
| 6M | -12.8% | +31.1% | -43.9% | -22.1% |
| YTD | +5.9% | +6.6% | -0.8% | -1.0% |
| 1Y | +3.3% | +21.8% | -18.5% | -8.4% |
| 3Y | +293.1% | +1.8% | +291.3% | +240.7% |
| 5Y | +606.7% | -65.6% | +672.3% | +914.9% |
| All | +2,798.6% | +60.4% | +2,738.2% | +2,053.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling